Semiparametric Probit Regression Model with General Interval-Censored Failure Time Data
针对区间删失失效时间数据，提出半参数Probit回归模型，开发EM算法进行伪极大似然估计，并引入惩罚EM算法实现高维协变量下的变量选择，通过模拟和前列腺癌数据验证方法有效性。
Interval-censored data frequently arise in various biomedical areas involving periodical follow-ups where the failure or event time of interest cannot be observed exactly but is only known to fall into a time interval. This article considers a semiparametric probit regression model, a valuable alternative to other commonly used semiparametric models in survival analysis, to investigate potential risk factors for the interval-censored failure time of interest. We develop an expectation-maximization (EM) algorithm to conduct the pseudo maximum likelihood estimation (MLE) using the working independence strategy for general or mixed-case interval-censored data. The resulting estimators of regression parameters are shown to be consistent and asymptotically normal with the empirical process techniques. In addition, we propose a novel penalized EM algorithm for simultaneously achieving variable selection and parameter estimation in the case of high-dimensional covariates. The proposed variable selection method can be readily implemented with some existing software and considerably reduces the estimation error of the proposed pseudo-MLE approach. Simulation studies demonstrate the satisfactory performance of the proposed methods. An application to a set of interval-censored data on prostate cancer further confirms the utility of the methodology. Supplementary materials for this article are available online.